gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-17 01:58:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

Documentation

Browse Source
This commit is contained in:
Miha Kralj
2024-10-16 18:28:06 -07:00
parent e5a1948fc0
commit fbe4046b5d
17 changed files with 2619 additions and 286 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Tests/test_updates_volatility.cs
-15
View File
@@ -57,21 +57,6 @@ public class VolatilityUpdateTests
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Jvolty_Update()
{
var indicator = new Jvolty(period: 14);
double initialValue = indicator.Calc(new TBar(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true));
for (int i = 0; i < RandomUpdates; i++)
{
indicator.Calc(GetRandomBar(false));
}
double finalValue = indicator.Calc(new TBar(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: false));
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Realized_Update()
{